+228.1%
AEHR vs GGLL
+80.0%
+148.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -2.3% | +15.4% | +14.2% |
| 7D | +6.7% | -4.8% | +11.5% | +9.1% |
| 30D | -12.7% | -13.7% | +1.0% | -7.1% |
| 3M | -26.0% | -21.9% | -4.2% | -17.3% |
| 6M | +102.2% | +11.7% | +90.5% | +71.2% |
| YTD | +327.2% | +2.3% | +325.0% | +264.5% |
| 1Y | +228.1% | +76.2% | +151.9% | +61.8% |
| All | +228.1% | +80.0% | +148.1% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling